+1,537.5%
TDG vs CDW
+1,030.0%
+507.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.5% |
| 7D | +1.7% | +9.3% | -7.6% | -2.2% |
| 30D | +9.7% | +14.4% | -4.7% | +2.6% |
| 3M | -2.3% | +21.4% | -23.7% | -12.0% |
| 6M | +1.3% | +72.8% | -71.5% | -24.5% |
| YTD | -8.5% | +28.0% | -36.5% | -23.9% |
| 1Y | -8.1% | +19.3% | -27.5% | -20.9% |
| 3Y | +43.4% | -15.3% | +58.7% | +41.6% |
| 5Y | +127.8% | -3.8% | +131.6% | +105.4% |
| 10Y | +554.4% | +318.5% | +235.9% | +219.2% |
| All | +1,537.5% | +1,030.0% | +507.6% | +639.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling